Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 0.767410 0.874126 0.996975 1.150413 1.339159 1.566768 1.866749
2024-11-03 0.677821 0.816901 0.990830 1.229576 1.557602 2.006830 2.696501
2024-11-10 0.615662 0.775851 0.990076 1.308703 1.792223 2.540451 3.887836
2024-11-17 0.551132 0.718994 0.955712 1.331838 1.953807 3.030655 5.305581
2024-11-24 0.501953 0.674793 0.930200 1.361237 2.134812 3.635089 7.415867
2024-12-01 0.443470 0.608632 0.860795 1.305182 2.152878 3.950097 9.216882
2024-12-08 0.396426 0.553657 0.800501 1.252256 2.162575 4.261093 11.431317
2024-12-15 0.374198 0.534121 0.794167 1.293831 2.377006 5.185134 17.362948
2024-12-22 0.360006 0.525385 0.804221 1.368333 2.693671 6.638142 30.289809
2024-12-29 0.341568 0.507391 0.795287 1.403166 2.933848 8.107681 52.393216
2025-01-05 0.323606 0.488172 0.781324 1.424490 3.151616 9.772979 96.932837
2025-01-12 0.304665 0.465311 0.757495 1.419106 3.295520 11.355486 184.472234
2025-01-19 0.280949 0.432665 0.712508 1.360038 3.268267 12.182229 314.390992
2025-01-26 0.269216 0.420434 0.706095 1.392217 3.556252 15.396295 1466.291980
2025-02-02 0.259419 0.410771 0.703561 1.433992 3.908585 20.141997 255004.353553
2025-02-09 0.245863 0.392899 0.681906 1.421774 4.057555 23.914224 NaN
2025-02-16 0.234896 0.379015 0.667096 1.425309 4.280173 29.632943 NaN
2025-02-23 0.218594 0.353734 0.625240 1.345877 4.106195 29.976421 NaN
2025-03-02 0.204447 0.331785 0.588899 1.277048 3.958453 30.517868 NaN
2025-03-09 0.198810 0.325991 0.587515 1.309312 4.309005 41.445147 NaN
2025-03-16 0.195860 0.325193 0.597107 1.376708 4.896629 65.461582 NaN
2025-03-23 0.190550 0.319257 0.594277 1.405421 5.309684 95.686973 NaN
2025-03-30 0.184867 0.312156 0.587981 1.421928 5.674823 140.023105 NaN